+7,917.6%
FLEX vs ES
+801.1%
+7,116.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -10.1% | -2.0% | -8.2% | -9.5% |
| 3M | -31.3% | +1.7% | -33.0% | -32.3% |
| 6M | +71.3% | -3.5% | +74.8% | +71.8% |
| YTD | +81.2% | +7.9% | +73.3% | +73.4% |
| 1Y | +98.5% | +17.2% | +81.3% | +82.4% |
| 3Y | +428.2% | +29.3% | +398.9% | +351.1% |
| 5Y | +657.3% | -5.7% | +663.0% | +628.2% |
| 10Y | +995.9% | +85.2% | +910.7% | +643.8% |
| All | +7,917.6% | +801.1% | +7,116.5% | +2,697.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling